+2,943.5%
MA vs DG
+612.5%
+2,331.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +14.7% | +9.5% | +5.2% | +12.7% |
| 3M | +13.5% | +5.5% | +8.0% | +12.1% |
| 6M | +33.1% | +16.1% | +17.0% | +28.9% |
| YTD | +15.1% | +2.7% | +12.4% | +13.5% |
| 1Y | +18.7% | +42.1% | -23.4% | +9.6% |
| 3Y | +72.1% | +19.3% | +52.8% | +57.4% |
| 5Y | +92.8% | -35.3% | +128.1% | +102.4% |
| 10Y | +571.6% | +123.9% | +447.7% | +401.4% |
| All | +2,943.5% | +612.5% | +2,331.0% | +1,432.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling